Scholarship and Biography
Davide Pettenuzzo is a Professor of Financial Econometrics in the Brandeis International Business School. His research interests include time-series econometrics, Bayesian econometrics, asset allocation, portfolio optimization, and econometric methods in finance. He serves as an associate editor for the Journal of Financial Econometrics. At Brandeis University, he teaches econometrics at the undergraduate and graduate levels, as well as Financial Economics.
Prior to joining Brandeis University, Professor Pettenuzzo worked for the economic consulting firm Bates White, LLC , where he specialized in applying econometrics methods to quantify damages in antitrust litigations.
Professor Pettenuzzo earned a B.Sc. in Business and Economics from the University of Verona, a M.A. in Economics from CORIPE Piemonte, and a Ph.D. in Economics from Bocconi University.